I had quite a bit of trouble.
For example, if you add the mql4.vim file for MT4
1Executed as per the following site
https://github.com/vobornik/vim-mql4
2Add mql4.vim to the following folder
cd /usr/share/vim/vim73/syntax/
Now restart Vim.
:set filetype=mql4 Run
I get a weird error but OK.
But as it is, I have to type the above command every time.